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Controlled Markov processes and viscosity solutions

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Cover of 'Controlled Markov processes and viscosity solutions'

Table of Contents

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    Book Overview
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    Chapter 1 Deterministic Optimal Control
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    Chapter 2 Viscosity Solutions
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    Chapter 3 Optimal Control of Markov Processes: Classical Solutions
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    Chapter 4 Controlled Markov Diffusions in ℝ n
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    Chapter 5 Viscosity Solutions: Second-Order Case
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    Chapter 6 Logarithmic Transformations and Risk Sensitivity
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    Chapter 7 Singular Perturbations
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    Chapter 8 Singular Stochastic Control
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    Chapter 9 Finite Difference Numerical Approximations
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    Chapter 10 Applications to Finance
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    Chapter 11 Differential Games
Attention for Chapter 2: Viscosity Solutions
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